Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-07 0.249499 0.270000 0.292128 0.317914 0.347302 0.379947 0.419231
2025-12-14 0.220002 0.246014 0.275558 0.311971 0.356179 0.408831 0.477414
2025-12-21 0.198797 0.227582 0.261509 0.305125 0.360750 0.430846 0.528513
2025-12-28 0.187865 0.219533 0.258106 0.309633 0.378452 0.470066 0.606743
2026-01-04 0.180456 0.214722 0.257698 0.317150 0.400065 0.516467 0.702561
2026-01-11 0.170323 0.205428 0.250439 0.314408 0.406724 0.542052 0.771459
2026-01-18 0.164073 0.200539 0.248330 0.318120 0.422444 0.582532 0.871970
2026-01-25 0.153891 0.189705 0.237311 0.308078 0.416375 0.587834 0.912268
2026-02-01 0.144613 0.179529 0.226489 0.297345 0.407964 0.587898 0.942422
2026-02-08 0.138891 0.173856 0.221536 0.294772 0.411890 0.608835 1.017231
2026-02-15 0.136624 0.172775 0.222927 0.301703 0.431626 0.659827 1.167119
2026-02-22 0.132270 0.168510 0.219421 0.300720 0.437939 0.687144 1.272705
2026-03-01 0.127703 0.163838 0.215212 0.298564 0.442459 0.712635 1.384815
2026-03-08 0.123154 0.158977 0.210446 0.295143 0.444359 0.733221 1.491983
2026-03-15 0.118429 0.153653 0.204703 0.289704 0.442041 0.744760 1.578969
2026-03-22 0.116530 0.152367 0.205003 0.294263 0.458599 0.799184 1.816003
2026-03-29 0.115355 0.152075 0.206782 0.301401 0.480825 0.870713 2.150906
2026-04-05 0.112068 0.148473 0.203180 0.298941 0.483877 0.897964 2.346260
2026-04-12 0.110291 0.147073 0.202977 0.302417 0.499256 0.958614 2.719007
2026-04-19 0.105907 0.141536 0.195899 0.293124 0.487220 0.946776 2.767356
2026-04-26 0.101608 0.136010 0.188648 0.283168 0.473054 0.927517 2.773846
2026-05-03 0.099094 0.133158 0.185633 0.280780 0.474864 0.951841 3.016747
2026-05-10 0.098489 0.133227 0.187371 0.287219 0.496445 1.035792 3.671421